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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric theory"
~subject:"Method of moments"
~subject:"Panel"
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Search: subject_exact:"Autoregressive model"
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Method of moments
Panel
Autocorrelation
88
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88
Estimation theory
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38
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38
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24
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Phillips, Peter C. B.
5
Hayakawa, Kazuhiko
2
Gouriéroux, Christian
1
Hall, Alastair R.
1
Han, Chirok
1
Inoue, Atsushi
1
Kruiniger, Hugo
1
Lee, Lung-fei
1
Lieberman, Offer
1
Liu, Xiaodong
1
Okui, Ryo
1
Peixe, Fernanda P. M.
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Cowles Foundation discussion paper
Econometric theory
Journal of econometrics
34
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16
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13
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12
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cowles Foundation Discussion Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Tinbergen Institute Discussion Paper 15-138/III
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Bank of Canada Staff Working Paper 2019-16, May 2019
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ECONIS (ZBW)
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1
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
Saved in:
2
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
-
2014
Persistent link: https://www.econbiz.de/10010463722
Saved in:
3
The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
31
(
2015
)
3
,
pp. 647-667
Persistent link: https://www.econbiz.de/10011290881
Saved in:
4
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
5
Indirect inference for dynamic panel models
Gouriéroux, Christian
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468437
Saved in:
6
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
7
Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
Saved in:
8
Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei
;
Liu, Xiaodong
- In:
Econometric theory
26
(
2010
)
1
,
pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
Saved in:
9
A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
25
(
2009
)
3
,
pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
Saved in:
10
An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data
Kruiniger, Hugo
- In:
Econometric theory
23
(
2007
)
3
,
pp. 519-535
Persistent link: https://www.econbiz.de/10003541274
Saved in:
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